Location via proxy:   [ UP ]  
[Report a bug]   [Manage cookies]                
Scribd
Upload
51 views

Practical Guide 05 Improper Integrals

The document provides guidance on evaluating improper integrals. It defines an improper integral as integrating a continuous function over an infinite interval by taking limits. Such an integral converges only if both limits exist and are finite. An improper integral can be split into two integrals with one endpoint fixed and the other approaching the limit, making them easier to evaluate. Tests like inequality comparison and limit comparison can determine if an improper integral converges or diverges by comparing it to known integrals.

Uploaded by

Emil
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
51 views

Practical Guide 05 Improper Integrals

The document provides guidance on evaluating improper integrals. It defines an improper integral as integrating a continuous function over an infinite interval by taking limits. Such an integral converges only if both limits exist and are finite. An improper integral can be split into two integrals with one endpoint fixed and the other approaching the limit, making them easier to evaluate. Tests like inequality comparison and limit comparison can determine if an improper integral converges or diverges by comparing it to known integrals.

Uploaded by

Emil
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 7

0.

1 Practical Guide - Improper Integrals


We should start with some argument about improper integrals. Why do we consider such a problem. Quite simple
question.
Consider a Riemann integrable function ) : (c, ,) R , actually integrable on any subinterval [a, /] (c, ,).
So it makes sense to compute (measure)
b
_
o
)(r)dr
no|
= H(a, /)
The notation is of no importance, just shows the integral depends on a and / as two parameters.
Then ask what happens if a c and / ,, that is
lim
o!o,b!o
b
_
o
)(r)dr
no|
=
o
_
o
)(r)dr
A natural question comes out, why bother about taking limits instead of directly computing the integral
o
_
o
)(r)dr
Simply because :
1) ) may not be Riemann integrable on (c, ,) or
2) c = or , = + (quite unusual situation ! ) or
3) ) is Riemann integrable on (c, ,) , but the integral is hard to compute
We will consider only a very simple case: ) is continuous on (c, ,)
Therefore ) has antiderivatives, say 1 : (c, ,) R , derivable and 1
0
(r) = )(r)
Consequently
b
_
o
)(r)dr = 1(/) 1(a)
and
o
_
o
)(r)dr
no|
= lim
o!o,b!o
b
_
o
)(r)dr = lim
o!o,b!o
[1(/) 1(a)] = lim
b%o
1(/) lim
o&o
1(a)
It is quite easy to realize that such an integral makes sense only if both limits exist and are nite. We state
now a denition.
Denition. Let ) : (c, ,) R , be a continuous function on (c, ,) and 1
0
= ) some antiderivative. Call
"improper" integral the following
o
_
o
)(r)dr
no|
= lim
o!o,b!o
b
_
o
)(r)dr = lim
b%o
1(/) lim
o&o
1(a)
The improper integral is called
i) convergent if both limits exist and are nite
ii) divergent otherwise
we may use the simplied notation
o
_
o
)(r)dr = 1(r)[
o
o
= lim
r%o
1(r) lim
r&o
1(r)
1
Comment. This seems to be just a simple problem of taking limits and has little to do with integration.
Good remark indeed !
All we need to do is compute the antiderivative and take the limits. This should not be so hard.
Examples.
+1
_
0
c
r
dr ,
1
_
1
c
r
dr ,
+1
_
1
1
r
2
dr ,
+1
_
1
1
r
dr ,
1
_
0
1
_
r
dr ,
1
_
0
1
r
2
dr
+1
_
1
1
1 +r
2
dr ,
+1
_
1
1
1 +r
2
dr ,
+1
_
1
1
_
r
dr ,
+1
_
0
1
_
r
dr ,
+1
_
0
1
r
2
dr
Solutions.
+1
_
0
c
r
dr =
_
c
r
_

+1
0
= lim
r!+1
_
c
r
_
lim
r&0
_
c
r
_
=
1
c
1
+ 1 = 1 , = convergent
1
_
1
c
r
dr = (c
r
)[
0
1
= lim
r%0
(c
r
) lim
r!1
(c
r
) = 1
1
c
+1
= 1 , = convergent
+1
_
1
1
r
2
dr =
1
r

+1
1
= lim
r!+1
(
1
r
) (1) = 1
1
+
= 1 , = convergent
+1
_
1
1
r
dr = lnr[
+1
1
= lim
r!+1
lnr ln1 = + , = divergent
1
_
0
1
_
r
dr = 2
_
r

1
0
= 2 0 = 2 , = convergent
1
_
0
1
r
2
dr =
1
r

1
0
= 1 lim
r&0
(
1
r
) = 1 +
1
+0
= + , = divergent
+1
_
1
1
_
r
dr = 2
_
r

+1
1
= lim
r!+1
2
_
r 2 = + , = divergent
+1
_
1
1
1 +r
2
dr = arctan[
+1
1
= lim
r!+1
arctanr arctan1 =

2


4
=

4
, = convergent
+1
_
1
1
1 +r
2
dr = arctan[
+1
1
= lim
r!+1
arctanr lim
r!1
arctanr =

2
(

2
) = , = convergent
+1
_
0
1
r
2
dr =
1
_
0
1
r
2
dr +
+1
_
1
1
r
2
dr = divergent + convergent = divergent
+1
_
0
1
_
r
dr =
1
_
0
1
_
r
dr +
+1
_
1
1
_
r
dr = convergent + divergent = divergent

2
We summarise some of these results.
+1
_
1
1
r
o
dr =
_
convergent for c 1
divergent for c _ 1
1
_
0
1
r
o
dr =
_
divergent for c 1
convergent for c _ 1
Proof.
For c = 1 we have
+1
_
1
1
r
dr = lnr[
+1
0
= lim
r!+1
lnr ln1 = + , = divergent
1
_
0
1
r
dr = lnr[
1
0
= ln1 lim
r&0
lnr = () = + , = divergent
For c 1 we have
+1
_
1
1
r
o
dr =
+1
_
1
r
o
dr =
1
1 c
r
1o

+1
1
=
1
1 c
_
lim
r!+1
1
r
o1
1
_
=
1
1 c
(
1
+
1) =
1
c 1
, convergent
1
_
0
1
r
o
dr =
1
_
0
r
o
dr =
1
1 c
r
1o

1
0
=
1
1 c
_
1 lim
r&0
1
r
o1
_
=
1
1 c
(1
1
+0
) = + , divergent
For c < 1 we have
+1
_
1
1
r
o
dr =
+1
_
1
r
o
dr =
1
1 c
r
1o

+1
1
=
1
1 c
_
lim
r!+1
r
1o
1
_
=
1
1 c
(+1) , divergent
1
_
0
1
r
o
dr =
1
_
0
r
o
dr =
1
1 c
r
1o

1
0
=
1
1 c
_
1 lim
r&0
r
1o
_
=
1
1 c
(1 0) =
1
1 c
, convergent

The hard problem starts if we cannot compute the antiderivative !


How is it posssible to establish if an improper integral is either convergent or divergent ?
Comment.
Well it seems a bit complicated to deal with two limits at a time, so we split the improper integral in two parts
( for any choice c (c, ,) )
o
_
o
)(r)dr =
c
_
o
)(r)dr +
o
_
c
)(r)dr = lim
o!o
c
_
o
)(r)dr + lim
b!o
b
_
c
)(r)
The two improper integrals
c
_
o
)(r)dr ,
o
_
c
)(r)dr
have only one end point that could be called "improper".
It is just easier to deal with such improper integrals.
3
Remark. By splitting an improper integral
o
_
o
)(r)dr =
c
_
o
)(r)dr +
o
_
c
)(r)dr
we get
o
_
o
) is convergent if and only if both
c
_
o
) and
o
_
c
) are convergent
Remember the inequality

b
_
o
)(r)dr

_
b
_
o
[)(r)[ dr
Consequence.
If
o
_
o
[)(r)[ dr is convergent, then
o
_
o
)(r)dr is also convergent
Such an improper integral
o
_
o
[)(r)[ dr convergent is called "absolutely convergent".
The converse is not true.
Example.
+1
_
0
sin r
r
dr is convergent, but
+1
_
1
jsin rj
r
dr is divergent.
Inequality comparison test.
i) if [)(r)[ _ q(r) for all r (c, ,) then
o
_
o
q(r)dr convergent = both
o
_
o
[)(r)[ dr and
o
_
o
)(r)dr are
convergent.
ii) if q(r) _ )(r) for all r (c, ,) then
o
_
o
q(r)dr divergent =
o
_
o
)(r)dr divergent.
Examples.
1. For
+1
_
1
sinr
r
2
dr
we have

sinr
r
2

_
1
r
2
for all r (1, +) , also
+1
_
1
1
r
2
dr is convergent
it follows by inequality comparison test that
both
+1
_
1
[sinr[
r
2
dr and
+1
_
1
sinr
r
2
dr are also convergent.

2. For
+1
_
1
1
_
r +
3
_
r
dr
4
we have
1
_
r +
3
_
r
_
1
3
_
r +
3
_
r
=
1
2
3
_
r
, also
+1
_
1
1
2
3
_
r
dr is divergent
it follows by inequality comparison test that
+1
_
1
1
_
r +
3
_
r
dr is also divergent.

Limit comparison test. Suppose


o
_
o
)(r)dr has just one end point that may be called "improper", say , and
)(r) _ 0 for all r (c, ,) Compare this to another improper integral
o
_
o
q(r)dr , q(r) 0 for all r (c, ,) .
Assume the limit exists
lim
r%o
)(r)
q(r)
Then
i) if the limit is nite and non zero the improper integrals
o
_
o
) and
o
_
o
q have the "same nature" (that is they
are either both convergent, either both divergent )
ii) if the limit is zero and
o
_
o
q is convergent, then
o
_
o
) is also convergent.
Practical advice.
A frequently used "tool" is try to compare to integrals like
i)
+1
_
1
1
r
n
dr or ii)
1
_
0
1
r
n
dr or iii)
1
_
0
1
(1 r)
n
dr ,
b
_
o
1
(/ r)
n
dr
The problem is :
" nd some value for : R such that the limit is nite and non zero "
lim
r%o
)(r)
r
n
(if it is possible, that is if such value exists, it is not possible for any function)
Examples.
1. For
+1
_
1
1
r
4
+r
3
+
_
r + 2
dr
compare to
+1
_
1
1
r
n
dr
take the limit
lim
r!+1
1
r
4
+r
3
+
p
r+2
1
r
m
= lim
r!+1
r
n
r
4
+r
3
+
_
r + 2
= lim
r!+1
r
n
r
4
(1 +
1
r
+
_
1
r
7
+
2
r
8
= 1
this limit is nite and nonzero only for : = 4.
5
So we actually compare to
+1
_
1
1
r
4
dr , which is convergent, and therefore by limit comparison test
+1
_
1
1
r
4
+r
3
+
p
r+2
dr
is also convergent.
2. For
3
_
2
1
rsin(3 r)
dr
compare to
3
_
2
1
(3 r)
n
dr
take the limit
lim
r%3
1
r sin t(3r)
1
(3r)
m
= lim
r%3
(3 r)
n
rsin(3 r)
=

3
this limit is nite and nonzero only for : = 1.
So actually we compare to
3
_
2
1
(3r)
dr which is divergent, and therefore by limit comparison test it follows
that
3
_
2
1
r sin t(3r)
dr is also divergent.
It is also possible to use directly integration by parts or a change of variable for improper integrals.
Integration by parts. For improper integrals
o
_
o
)(r)q(r)dr
. .
.
=
__
)(r
_
q(r)

o
o

o
_
o
__
)(r)
_
q
0
(r)dr
. .
1
where
__
)(r
_
q(r)

o
o
= lim
r%o
__
)(r
_
q(r) lim
r&o
__
)(r
_
q(r)
and the formula makes sense only if both limits are nite.
Then the improper integrals () and (1) have the "same nature", that is they are either both convergent ,
either both divergent.
You may prefer let 1(r) =
_
)(r)dr = 1
0
(r) = )(r) and write the formula as
o
_
o
1
0
(r)q(r)dr
. .
.
= 1(r)q(r)[
o
o

o
_
o
1(r)q
0
(r)dr
. .
1
Example.
For
+1
_
1
sinr
r
dr
we integrate by parts as follows
+1
_
1
sinr
r
dr =
__
sinr
_
1
r

+1
1

+1
_
1
__
sinr
_ _
1
r
_
0
dr =
6
= lim
r!+1
cos r
r
lim
r&1
cos r
r

+1
_
1
cos r
r
2
dr = cos 1
+1
_
1
cos r
r
2
dr
+1
_
1
sinr
r
dr = cos 1
+1
_
1
cos r
r
2
dr
On the other hand we have
[cos r[
r
2
_
1
r
2
for all r (1, +)
since
+1
_
1
1
r
2
dr is convergent it follows by inequality comparison test that
+1
_
1
cos r
r
2
dr is also convergent, and so is
+1
_
1
sin r
r
dr .
Change of variable. For improper integrals.
o
_
o
)(r)dr =
J
_
c
)(n(t))n
0
(t)dt
where r = n(t) , n : (c, ,) (c, d) is bijective and we have r c =t c , r , =t d
Example.
For
1
_
0
1
_
r(1 r)
dr
proceed as follows.
Try a change of variable to get rid of the radical. So let r = a
2
and (1 r) = /
2
.
By adding there equalities we get 1 = a
2
+/
2
.
Now a simple model for such a case is a = sint and / = cos t (or conversely)
Therefore consider the change of variable r = sin
2
t ,
then we have r 0 =t 0 and r 1 =t
t
2
, and nally
1
_
0
1
_
r(1 r)
dr =
t/2
_
0
1
_
sin
2
t(1 sin
2
t)
(sin
2
t)
0
dt =
=
t/2
_
0
1
sint cos t
2 sint cos tdt =
t/2
_
0
2dt =
Consequently the improper integral is convergent and
1
_
0
1
_
r(1 r)
dr =

You might also like